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Journal Articles Cogent Economics & Finance Year : 2021

The expected sharpe ratio of efficient portfolios under estimation errors

Hatem Mansali
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Bacem Benjlijel

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hal-03390568 , version 1 (21-10-2021)

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Hatem Mansali, Bacem Benjlijel. The expected sharpe ratio of efficient portfolios under estimation errors. Cogent Economics & Finance, 2021, 9 (1), pp.1943910. ⟨10.1080/23322039.2021.1943910⟩. ⟨hal-03390568⟩

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